Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47558.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46163.96 Kr¶

PnL: ---------------------------------------> -724.61 Kr¶

DD now: ---------------------------------> -2.202 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:06:54.598851'

Anic Portfolio¶

This Week¶

Return: -0.721 %¶

Total¶

Return: 55.724 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
Beijer Electronics Group 26 0.170000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.770000 3433.600000 56.600000 1.680000 3377.000000
AcadeMedia 12 -1.660000 597.120000 40.120000 7.200000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.330000 389.600000 34.600000 9.750000 355.000000
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Corem Property Group B 59 -2.270000 608.290000 31.290000 5.420000 576.999999
Boozt 12 -0.710000 1684.800000 30.800000 1.860000 1653.999996
Resurs Holding 22 -1.050000 603.020000 29.020000 5.060000 573.999998
HMS Networks 2 -2.530000 692.800000 19.800000 2.940000 673.000000
Securitas B 6 -0.290000 586.920000 16.920000 2.970000 570.000000
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -1.870000 535.200000 8.200000 1.560000 527.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 -1.050000 542.000000 -4.000000 -0.730000 546.000000
Nordea Bank Abp 29 -0.170000 3448.680000 -5.320000 -0.150000 3453.999992
Essity B 2 -0.110000 560.000000 -14.000000 -2.440000 574.000000
Midsona B 63 -1.760000 563.850000 -19.150000 -3.280000 582.999984
CTEK 13 -1.360000 510.380000 -23.620000 -4.420000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.160000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Axfood 13 0.870000 3614.000000 -142.000000 -3.780000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.240000 1415.700000 -248.300000 -14.920000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46172.550000 -716.020000 -2.1846% 46888.564618

Updated:¶

'2023-01-25 11:05:46.305556'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶